Last Update: 31 Dec 2020
ETF: iShares 3-7 Year Treasury Bond (IEI)
In the last 10 years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 2.92% compound annual return, with a 2.92% standard deviation.
In 2020, the portfolio granted a 1.19% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Intermediate-Term
The iShares 3-7 Year Treasury Bond (IEI) ETF is present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| Edge Select Moderately Conservative | Merrill Lynch | 17.0% |
| Edge Select Conservative | Merrill Lynch | 17.0% |
| Edge Select Moderate | Merrill Lynch | 14.0% |
| Edge Select Moderately Aggressive | Merrill Lynch | 9.0% |
| Edge Select Aggressive | Merrill Lynch | 5.0% |
| All Weather Portfolio | Ray Dalio | 15.0% |
| Ultimate Buy&Hold | FundAdvice | 20.0% |
| Lazy Portfolio | David Swensen | 15.0% |
| Robust | Alpha Architect | 20.0% |
| Larry Portfolio | Larry Swedroe | 70.0% |
| Pinwheel | 15.0% | |
| Sandwich Portfolio | Bob Clyatt | 41.0% |
| 7Twelve Portfolio | Craig Israelsen | 25.0% |
| Simple Money Portfolio | Tim Maurer | 40.0% |
| Desert Portfolio | Gyroscopic Investing | 60.0% |
Capital Growth and Historical Returns
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI): Dividend Yield page.
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
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| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.11%
|
0.00%
|
1 - 0 | |
|
3M
|
-0.18%
|
-0.44%
Oct 2020 - Oct 2020
|
2 - 1 | |
|
6M
|
+0.01%
|
-0.63%
Aug 2020 - Oct 2020
|
4 - 2 | |
|
YTD
|
+6.95%
|
3.15%
|
-0.63%
Aug 2020 - Oct 2020
|
10 - 2 |
|
1Y
|
+6.95%
|
3.15%
|
-0.63%
Aug 2020 - Oct 2020
|
10 - 2 |
|
3Y
|
+4.64%
annualized
|
3.07%
|
-1.76%
Jan 2018 - Apr 2018
|
23 - 13 |
|
5Y
|
+3.26%
annualized
|
3.02%
|
-3.69%
Aug 2016 - Apr 2018
|
37 - 23 |
|
10Y
|
+2.92%
annualized
|
2.92%
|
-3.69%
Aug 2016 - Apr 2018
|
69 - 51 |
|
MAX
01 Jan 1972
|
+6.86%
annualized
|
5.62%
|
-10.70%
Jul 1979 - Feb 1980
|
389 - 199 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
iShares 3-7 Year Treasury Bond (IEI) ETF: annualized rolling and average returns
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| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.17% |
+34.57% Oct 1981 - Sep 1982 |
-5.92% Mar 1979 - Feb 1980 |
11.61% |
| 2 Years |
+7.12% |
+25.05% Jul 1984 - Jun 1986 |
-1.64% Mar 1978 - Feb 1980 |
3.01% |
| 3 Years |
+7.13% |
+19.06% Jul 1982 - Jun 1985 |
-0.02% Oct 2015 - Sep 2018 |
0.18% |
| 5 Years |
+7.23% |
+20.18% Sep 1981 - Aug 1986 |
+0.53% May 2013 - Apr 2018 |
0.00% |
| 7 Years |
+7.35% |
+15.92% Mar 1980 - Feb 1987 |
+0.97% Oct 2011 - Sep 2018 |
0.00% |
| 10 Years |
+7.64% |
+13.85% Oct 1981 - Sep 1991 |
+2.11% Dec 2008 - Nov 2018 |
0.00% |
| 15 Years |
+7.77% |
+11.81% Dec 1980 - Nov 1995 |
+3.19% Jun 2003 - May 2018 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
iShares 3-7 Year Treasury Bond (IEI) ETF Seasonality
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| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.6 | 0.1 | 0.2 | 0.4 | 0.7 | 0.7 | 0.5 | 0.8 | 0.9 | 0.7 | 0.8 | 0.5 |
| Best |
3.0 1988 |
3.2 1986 |
3.6 1986 |
10.5 1980 |
5.7 1985 |
3.2 1989 |
4.5 1982 |
5.1 1982 |
4.6 1982 |
6.5 1981 |
8.4 1981 |
3.7 1991 |
| Worst |
-2.4 1977 |
-7.5 1980 |
-2.6 1994 |
-3.3 2004 |
-3.2 1984 |
-1.9 1982 |
-3.9 2003 |
-5.0 1980 |
-2.0 1987 |
-5.7 1979 |
-2.3 2001 |
-3.1 1981 |
| Gain Frequency |
71 | 61 | 59 | 61 | 65 | 65 | 65 | 69 | 78 | 67 | 67 | 63 |
Detail of Monthly Returns
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| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+6.95% | 1.8 | 1.9 | 2.5 | 0.1 | 0.3 | 0.1 | 0.4 | -0.3 | 0.1 | -0.4 | 0.1 | 0.1 |
| 2019 |
+5.70% | 0.5 | -0.2 | 1.6 | -0.1 | 1.8 | 0.9 | -0.2 | 2.1 | -0.6 | 0.3 | -0.4 | -0.2 |
| 2018 |
+1.36% | -1.2 | -0.4 | 0.6 | -0.8 | 0.7 | 0.0 | -0.3 | 0.7 | -0.7 | 0.1 | 0.8 | 1.8 |
| 2017 |
+1.22% | 0.3 | 0.3 | 0.1 | 0.7 | 0.4 | -0.3 | 0.4 | 0.8 | -0.8 | -0.2 | -0.4 | 0.0 |
| 2016 |
+1.22% | 2.1 | 0.6 | 0.2 | -0.1 | -0.2 | 1.8 | 0.1 | -0.7 | 0.3 | -0.6 | -2.2 | 0.0 |
| 2015 |
+1.64% | 2.3 | -1.3 | 0.8 | -0.1 | -0.1 | -0.5 | 0.7 | 0.0 | 1.1 | -0.5 | -0.4 | -0.3 |
| 2014 |
+3.17% | 1.3 | 0.2 | -0.7 | 0.5 | 0.9 | -0.2 | -0.5 | 0.9 | -0.5 | 1.0 | 0.7 | -0.4 |
| 2013 |
-1.84% | -0.4 | 0.6 | 0.1 | 0.6 | -1.3 | -1.3 | 0.3 | -0.8 | 1.2 | 0.5 | 0.0 | -1.3 |
| 2012 |
+1.85% | 0.6 | -0.6 | -0.6 | 1.2 | 0.8 | -0.2 | 0.7 | 0.1 | 0.0 | -0.3 | 0.5 | -0.4 |
| 2011 |
+8.30% | 0.6 | -0.4 | -0.3 | 1.6 | 1.6 | -0.2 | 2.0 | 1.8 | 0.3 | 0.0 | 0.2 | 0.7 |
| 2010 |
+6.32% | 1.7 | 0.4 | -0.8 | 0.9 | 1.5 | 1.9 | 1.1 | 1.5 | 0.5 | 0.6 | -1.0 | -2.0 |
| 2009 |
-1.70% | -1.3 | -0.6 | 1.8 | -1.4 | -1.0 | -0.7 | 0.5 | 0.9 | 0.7 | 0.1 | 1.8 | -2.5 |
| 2008 |
+12.79% | 2.9 | 1.6 | 0.8 | -2.3 | -1.2 | 0.7 | 0.7 | 1.0 | 1.0 | 1.5 | 3.9 | 1.8 |
| 2007 |
+9.98% | -0.3 | 1.9 | 0.0 | 0.6 | -1.2 | -0.2 | 1.8 | 2.0 | 0.5 | 0.8 | 3.5 | 0.3 |
| 2006 |
+3.14% | -0.3 | 0.1 | -1.0 | -0.4 | 0.0 | 0.1 | 1.4 | 1.6 | 0.9 | 0.6 | 1.1 | -1.0 |
| 2005 |
+2.31% | 0.6 | -1.0 | -0.5 | 1.8 | 1.2 | 0.6 | -1.4 | 1.7 | -1.1 | -0.8 | 0.5 | 1.0 |
| 2004 |
+3.40% | 0.8 | 1.2 | 1.1 | -3.3 | -0.5 | 0.5 | 0.9 | 2.1 | 0.2 | 0.9 | -1.5 | 1.0 |
| 2003 |
+2.37% | -0.5 | 1.8 | -0.2 | 0.2 | 2.7 | -0.4 | -3.9 | 0.2 | 3.1 | -1.4 | 0.0 | 0.9 |
| 2002 |
+14.15% | 0.5 | 1.3 | -2.3 | 2.6 | 1.0 | 1.7 | 2.7 | 2.4 | 3.0 | -0.7 | -1.3 | 2.6 |
| 2001 |
+7.55% | 1.3 | 1.3 | 0.5 | -1.2 | 0.2 | 0.3 | 2.7 | 1.1 | 2.4 | 2.2 | -2.3 | -1.2 |
| 2000 |
+14.03% | -0.5 | 1.0 | 2.0 | -0.3 | 0.2 | 2.2 | 0.6 | 1.6 | 0.9 | 0.9 | 2.1 | 2.4 |
| 1999 |
-3.52% | 0.7 | -3.1 | 0.6 | 0.3 | -1.3 | -0.3 | -0.5 | -0.1 | 1.1 | 0.1 | -0.1 | -0.9 |
| 1998 |
+10.61% | 1.7 | -0.4 | 0.1 | 0.5 | 1.0 | 1.0 | 0.2 | 3.2 | 3.6 | -0.8 | -0.4 | 0.4 |
| 1997 |
+8.96% | 0.1 | 0.1 | -1.3 | 1.6 | 0.8 | 1.0 | 2.9 | -1.0 | 1.5 | 1.7 | 0.3 | 1.1 |
| 1996 |
+1.92% | 0.7 | -2.4 | -1.1 | -1.0 | -0.4 | 1.5 | 0.1 | -0.4 | 1.9 | 2.5 | 2.0 | -1.5 |
| 1995 |
+20.44% | 1.9 | 2.6 | 0.6 | 1.6 | 4.7 | 0.8 | -0.6 | 1.3 | 0.9 | 1.8 | 1.8 | 1.4 |
| 1994 |
-4.33% | 1.5 | -2.5 | -2.6 | -0.9 | 0.2 | -0.3 | 1.7 | 0.3 | -1.8 | -0.3 | -0.4 | 0.8 |
| 1993 |
+11.43% | 2.7 | 2.5 | 0.4 | 0.9 | -0.2 | 2.2 | 0.0 | 2.2 | 0.6 | 0.1 | -1.2 | 0.6 |
| 1992 |
+7.78% | -2.2 | 0.5 | -0.9 | 0.6 | 2.2 | 1.8 | 3.1 | 1.2 | 1.7 | -1.7 | -0.5 | 1.8 |
| 1991 |
+15.97% | 0.9 | 0.5 | 0.4 | 1.1 | 0.4 | -0.2 | 1.2 | 2.4 | 2.4 | 1.3 | 1.0 | 3.7 |
| 1990 |
+9.46% | -1.3 | 0.3 | -0.1 | -0.8 | 2.7 | 1.6 | 1.6 | -0.8 | 0.8 | 1.6 | 2.0 | 1.6 |
| 1989 |
+14.52% | 1.0 | -0.6 | 0.4 | 2.7 | 2.4 | 3.2 | 2.6 | -2.2 | 0.3 | 2.7 | 1.1 | 0.2 |
| 1988 |
+5.26% | 3.0 | 1.1 | -1.0 | -0.5 | -0.9 | 2.0 | -0.7 | -0.1 | 2.1 | 1.7 | -1.4 | -0.2 |
| 1987 |
+1.55% | 1.0 | 0.6 | -0.7 | -2.7 | -0.7 | 1.2 | -0.1 | -0.6 | -2.0 | 4.1 | 0.5 | 1.1 |
| 1986 |
+15.10% | 0.6 | 3.2 | 3.6 | 0.7 | -2.1 | 3.1 | 1.5 | 3.2 | -1.9 | 1.5 | 1.0 | -0.1 |
| 1985 |
+22.24% | 2.1 | -2.0 | 1.9 | 2.4 | 5.7 | 0.9 | -0.5 | 1.8 | 0.9 | 1.8 | 2.4 | 3.1 |
| 1984 |
+15.01% | 1.8 | -0.5 | -1.0 | 0.0 | -3.2 | 1.3 | 4.3 | 1.4 | 2.1 | 4.4 | 2.2 | 1.6 |
| 1983 |
+5.22% | 0.0 | 2.7 | -0.9 | 2.4 | -1.7 | 0.1 | -2.2 | 0.2 | 3.2 | 0.2 | 1.1 | 0.2 |
| 1982 |
+31.13% | 0.2 | 1.6 | 0.2 | 2.9 | 1.7 | -1.9 | 4.5 | 5.1 | 4.6 | 5.2 | 1.7 | 1.9 |
| 1981 |
+9.41% | 0.3 | -2.3 | 2.5 | -2.6 | 2.8 | 0.3 | -2.2 | -1.6 | 0.8 | 6.5 | 8.4 | -3.1 |
| 1980 |
+2.88% | -1.9 | -7.5 | 1.7 | 10.5 | 4.6 | 2.4 | -1.6 | -5.0 | 0.2 | -2.1 | -0.4 | 3.1 |
| 1979 |
+5.35% | 2.2 | -0.6 | 1.2 | 0.1 | 2.0 | 2.0 | -0.3 | -0.7 | 0.3 | -5.7 | 3.8 | 1.1 |
| 1978 |
+1.15% | -0.1 | 0.1 | 0.2 | 0.2 | -0.1 | -0.2 | 0.9 | 0.9 | 0.4 | -1.9 | 1.6 | -0.8 |
| 1977 |
+1.04% | -2.4 | -0.1 | 0.8 | 0.8 | 0.7 | 1.3 | -0.8 | 1.0 | -0.1 | -0.8 | 1.0 | -0.1 |
| 1976 |
+13.75% | 0.9 | 0.5 | 0.9 | 0.8 | -1.2 | 1.5 | 1.1 | 1.9 | 1.1 | 1.7 | 3.7 | 0.2 |
| 1975 |
+7.36% | 0.7 | 1.5 | -0.9 | -1.9 | 2.8 | -0.2 | -0.4 | 0.3 | -0.4 | 3.8 | -0.3 | 2.3 |
| 1974 |
+5.70% | 0.2 | 0.3 | -2.2 | -1.6 | 1.3 | -0.4 | 0.2 | 0.0 | 3.1 | 1.1 | 2.2 | 1.5 |
| 1973 |
+4.47% | -0.3 | -0.6 | 0.2 | 0.9 | 0.4 | 0.1 | -3.4 | 3.1 | 3.0 | 0.2 | 0.7 | 0.3 |
| 1972 |
+2.72% | -0.6 | 0.8 | -1.3 | 1.4 | 0.9 | -0.4 | 0.6 | -0.5 | 0.6 | 0.4 | 0.9 | -0.1 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.